@unpublished{hu:hal-04364600,
TITLE = {Comparison theorems for multi-dimensional BSDEs with jumps and applications to constrained stochastic linear-quadratic control},
AUTHOR = {Hu, Ying and Shi, Xiaomin and Xu, Zuo Quan},
URL = {https://hal.science/hal-04364600},
NOTE = {working paper or preprint},
YEAR = {2023},
MONTH = Dec, DOI = {10.48550/arXiv.2311.06512},
KEYWORDS = {Backward stochastic differential equations with jumps ; multi-dimensional comparison theorem ; stochastic Riccati equation with jumps ; cone-constrained linear-quadratic control ; mean-variance problem},
PDF = {https://hal.science/hal-04364600/file/2311.06512.pdf},
HAL_ID = {hal-04364600},
HAL_VERSION = {v1},
}